iShares MSCI USA Value Fa... (VLUE)
CBOE: VLUE
· Real-Time Price · USD
127.22
-0.19 (-0.15%)
At close: Oct 06, 2025, 3:43 PM
iShares MSCI USA Value Factor ETF Greeks
Delta, Gamma, Theta, and Vega Greek Charts for VLUE options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 105.00 | 0.5739 | 0.0218 | -0.5792 | 0.1371 |
| 110.00 | 0.6662 | 0.0247 | -0.3742 | 0.1031 |
| 114.00 | 0.3939 | 0.0385 | -0.4863 | 0.1655 |
| 115.00 | 0.3725 | 0.0428 | -0.4553 | 0.1680 |
| 116.00 | 0.3470 | 0.0477 | -0.43 | 0.1708 |
| 117.00 | 0.4414 | 0.0688 | -0.3321 | 0.1530 |
| 118.00 | 0.2580 | 0.0555 | -0.4061 | 0.1795 |
| 119.00 | 0.2084 | 0.0611 | -0.3854 | 0.1831 |
| 120.00 | 0.3040 | 0.1522 | -0.2733 | 0.1710 |
| 121.00 | 0.0880 | 0.0888 | -0.316 | 0.1887 |
| 122.00 | -0.0072 | 0.0966 | -0.2912 | 0.1897 |
| 125.00 | -0.5961 | 0.0334 | -0.1521 | 0.0922 |
| 130.00 | -0.7124 | 0.0258 | -0.151 | 0.0811 |
| 135.00 | -0.7639 | 0.0190 | -0.1668 | 0.0733 |
| 140.00 | -0.7942 | 0.0149 | -0.1815 | 0.0678 |